ABCDEFGHIJKLMNOPQRSTUVWXYZ
1
DMIStep Deviation from ControlAverageStandard DeviationCoefficient of Var.Variable
Average C of V
2
-3-2-10123Max Drawdown3.90%
3
Max Drawdown12.47%12.47%12.47%12.47%12.47%15.59%22.93%14.41%3.93%27.29%Sortino Ratio1.56%
4
Sortino Ratio4.054.064.174.244.143.983.474.0225.55%6.36%Sharpe Ratio1.46%
5
Sharpe Ratio2.402.402.442.462.402.312.092.3612.68%5.38%Profit Factor6.07%
6
Profit Factor6.257.647.847.857.276.594.986.92105.46%15.25%% Profitable2.65%
7
% Profibtable50.01%55.26%58.33%58.33%55.56%55.56%52.78%55.12%2.96%5.37%Num. of Trades2.89%
8
Number of Trades4238363636363637226.78%6.11%Omega Ratio0.75%
9
Omega Ratio1.491.491.511.521.501.471.421.493.31%2.23%
10
11
Parameter
Average C of V
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MACD FASTStep Deviation from ControlAverageStandard DeviationCoefficient of Var.DMI9.71%
13
-3-2-10123MACD FAST0.62%
14
Max Drawdown12.47%12.47%12.47%12.47%12.47%12.47%12.47%12.47%0.00%0.00%MACD SLOW0.56%
15
Sortino Ratio4.174.174.174.244.244.244.244.213.74%0.89%CCI L5.47%
16
Sharpe Ratio2.422.422.422.462.462.462.462.442.14%0.88%PM TOP0.00%
17
Profit Factor7.587.587.587.857.857.857.857.7314.43%1.87%RSI L0.00%
18
% Profibtable58.33%58.33%58.33%58.33%58.33%58.33%58.33%58.33%0.00%0.00%RSI SL2.92%
19
Number of Trades36363636363636360.00%0.00%
20
Omega Ratio1.501.501.501.521.521.521.521.511.07%0.71%
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22
23
MACD SLOWStep Deviation from ControlAverageStandard DeviationCoefficient of Var.
24
-3-2-10123
25
Max Drawdown12.47%12.47%12.47%12.47%12.47%12.47%12.47%12.47%0.00%0.00%
26
Sortino Ratio4.174.174.244.244.244.244.244.223.42%0.81%
27
Sharpe Ratio2.422.422.462.462.462.462.462.451.95%0.80%
28
Profit Factor7.587.587.857.857.857.857.857.7713.17%1.69%PARAMETER16
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% Profibtable58.33%58.33%58.33%58.33%58.33%58.33%58.33%58.33%0.00%0.00%PARAMETER17
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Number of Trades36363636363636360.00%0.00%PARAMETER18
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Omega Ratio1.501.501.521.521.521.521.521.510.98%0.64%PARAMETER19
32
PARAMETER20
33
PARAMETER21
34
CCI LStep Deviation from ControlAverageStandard DeviationCoefficient of Var.PARAMETER22
35
-3-2-10123PARAMETER23
36
Max Drawdown12.47%12.47%12.47%12.47%12.47%12.47%12.47%12.47%0.00%0.00%PARAMETER24
37
Sortino Ratio4.154.144.224.244.254.264.054.197.70%1.84%
38
Sharpe Ratio2.362.352.392.462.462.472.372.415.27%2.19%
39
Profit Factor6.205.997.607.857.878.838.497.55107.80%14.28%
40
% Profibtable47.62%47.62%55.56%58.33%58.82%58.82%55.88%54.66%4.99%9.13%
41
Number of Trades4242363634343437362.53%9.84%
42
Omega Ratio1.491.491.501.521.521.521.491.501.51%1.01%
43
44
45
PM TOPStep Deviation from ControlAverageStandard DeviationCoefficient of Var.
46
-3-2-10123
47
Max Drawdown12.47%12.47%12.47%12.47%12.47%12.47%12.47%12.47%0.00%0.00%
48
Sortino Ratio4.244.244.244.244.244.244.244.240.00%0.00%
49
Sharpe Ratio2.462.462.462.462.462.462.462.460.00%0.00%
50
Profit Factor7.857.857.857.857.857.857.857.850.00%0.00%
51
% Profibtable58.33%58.33%58.33%58.33%58.33%58.33%58.33%58.33%0.00%0.00%
52
Number of Trades36363636363636360.00%0.00%
53
Omega Ratio1.521.521.521.521.521.521.521.520.00%0.00%
54
55
56
RSI LStep Deviation from ControlAverageStandard DeviationCoefficient of Var.
57
-3-2-10123
58
Max Drawdown12.47%12.47%12.47%12.47%12.47%12.47%12.47%12.47%0.00%0.00%
59
Sortino Ratio4.244.244.244.244.244.244.244.240.00%0.00%
60
Sharpe Ratio2.462.462.462.462.462.462.462.460.00%0.00%
61
Profit Factor7.857.857.857.857.857.857.857.850.00%0.00%
62
% Profibtable58.33%58.33%58.33%58.33%58.33%58.33%58.33%58.33%0.00%0.00%
63
Number of Trades36363636363636360.00%0.00%
64
Omega Ratio1.521.521.521.521.521.521.521.520.00%0.00%
65
66
67
RSI SLStep Deviation from ControlAverageStandard DeviationCoefficient of Var.
68
-3-2-10123
69
Max Drawdown12.47%12.47%12.47%12.47%12.47%12.47%12.47%12.47%0.00%0.00%
70
Sortino Ratio4.244.244.244.244.244.154.154.214.39%1.04%
71
Sharpe Ratio2.462.462.462.462.462.412.412.452.44%1.00%
72
Profit Factor7.857.857.857.857.856.436.407.4470.03%9.41%
73
% Profibtable58.33%58.33%58.33%58.33%58.33%55.26%52.50%57.06%2.31%4.05%
74
Number of Trades3636363636384037157.36%4.27%
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Omega Ratio1.521.521.521.521.521.501.501.510.98%0.64%
76
77
78
Step Deviation from ControlAverageStandard DeviationCoefficient of Var.
79
-3-2-10123
80
Max Drawdown
81
Sortino Ratio
82
Sharpe Ratio
83
Profit Factor
84
% Profibtable
85
Number of Trades
86
Omega Ratio
87
88
89
Step Deviation from ControlAverageStandard DeviationCoefficient of Var.
90
-3-2-10123
91
Max Drawdown
92
Sortino Ratio
93
Sharpe Ratio
94
Profit Factor
95
% Profibtable
96
Number of Trades
97
Omega Ratio
98
99
100
Step Deviation from ControlAverageStandard DeviationCoefficient of Var.